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Showing 2021 · math.PRShow all
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math.PR2021★ 2 cited
Deviation inequalities for stochastic approximation by averaging
Xiequan Fan, Pierre Alquier, Paul Doukhan
We introduce a class of Markov chains, that contains the model of stochastic approximation by averaging and non-averaging. Using martingale approximation method, we establish vario…
math.PR2021
Scaling features of two special Markov chains involving total disasters
Branda Goncalves, Thierry Huillet
Catastrophe Markov chain population models have received a lot of attention in the recent past. We herewith consider two special cases of such models involving total disasters, bot…